// Created on: 1991-05-14 // Created by: Laurent PAINNOT // Copyright (c) 1991-1999 Matra Datavision // Copyright (c) 1999-2014 OPEN CASCADE SAS // // This file is part of Open CASCADE Technology software library. // // This library is free software; you can redistribute it and/or modify it under // the terms of the GNU Lesser General Public License version 2.1 as published // by the Free Software Foundation, with special exception defined in the file // OCCT_LGPL_EXCEPTION.txt. Consult the file LICENSE_LGPL_21.txt included in OCCT // distribution for complete text of the license and disclaimer of any warranty. // // Alternatively, this file may be used under the terms of Open CASCADE // commercial license or contractual agreement. #ifndef _math_FRPR_HeaderFile #define _math_FRPR_HeaderFile #include #include #include #include #include #include #include #include #include class Standard_DimensionError; class StdFail_NotDone; class math_MultipleVarFunctionWithGradient; //! this class implements the Fletcher-Reeves-Polak_Ribiere minimization //! algorithm of a function of multiple variables. //! Knowledge of the function's gradient is required. class math_FRPR { public: DEFINE_STANDARD_ALLOC //! Initializes the computation of the minimum of F. //! Warning: constructor does not perform computations. Standard_EXPORT math_FRPR(const math_MultipleVarFunctionWithGradient& theFunction, const Standard_Real theTolerance, const Standard_Integer theNbIterations = 200, const Standard_Real theZEPS = 1.0e-12); //! Destructor Standard_EXPORT virtual ~math_FRPR(); //! The solution F = Fi is found when //! 2.0 * abs(Fi - Fi-1) <= Tolerance * (abs(Fi) + abs(Fi-1) + ZEPS). Standard_EXPORT void Perform (math_MultipleVarFunctionWithGradient& theFunction, const math_Vector& theStartingPoint); //! The solution F = Fi is found when: //! 2.0 * abs(Fi - Fi-1) <= Tolerance * (abs(Fi) + abs(Fi-1)) + ZEPS. //! The maximum number of iterations allowed is given by NbIterations. virtual Standard_Boolean IsSolutionReached (math_MultipleVarFunctionWithGradient& theFunction); //! Returns true if the computations are successful, otherwise returns false. Standard_Boolean IsDone() const; //! returns the location vector of the minimum. //! Exception NotDone is raised if the minimum was not found. const math_Vector& Location() const; //! outputs the location vector of the minimum in Loc. //! Exception NotDone is raised if the minimum was not found. //! Exception DimensionError is raised if the range of Loc is not //! equal to the range of the StartingPoint. void Location (math_Vector& Loc) const; //! returns the value of the minimum. //! Exception NotDone is raised if the minimum was not found. Standard_Real Minimum() const; //! returns the gradient vector at the minimum. //! Exception NotDone is raised if the minimum was not found. const math_Vector& Gradient() const; //! outputs the gradient vector at the minimum in Grad. //! Exception NotDone is raised if the minimum was not found. //! Exception DimensionError is raised if the range of Grad is not //! equal to the range of the StartingPoint. void Gradient (math_Vector& Grad) const; //! returns the number of iterations really done during the //! computation of the minimum. //! Exception NotDone is raised if the minimum was not found. Standard_Integer NbIterations() const; //! Prints on the stream o information on the current state //! of the object. //! Is used to redefine the operator <<. Standard_EXPORT void Dump (Standard_OStream& o) const; protected: math_Vector TheLocation; math_Vector TheGradient; Standard_Real TheMinimum; Standard_Real PreviousMinimum; Standard_Real XTol; Standard_Real EPSZ; private: Standard_Boolean Done; Standard_Integer Iter; Standard_Integer State; math_Status TheStatus; Standard_Integer Itermax; }; #include #endif // _math_FRPR_HeaderFile